com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D Maven / Gradle / Ivy

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Mathematic support for Strata

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/*
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.interpolation;

import java.util.ArrayList;

import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.collect.array.DoubleMatrix;

/**
 * Result of 2D interpolation.
 * 
 * Result by piecewise polynomial f(x0,x1) containing
 * _knots0: Positions of knots in x0 direction
 * _knots1: Positions of knots in x1 direction
 * _coefMatrix: Coefficient matrix whose (i,j) element is a DoubleMatrix containing coefficients
 * for the square, _knots0_i < x0 < _knots0_{i+1}, _knots1_j < x1 < _knots1_{j+1},
 * Each DoubleMatrix is c_ij where f(x0,x1) = sum_{i=0}^{order0-1} sum_{j=0}^{order1-1}
 * coefMat_{ij} (x0-knots0_i)^{order0-1-i} (x1-knots1_j)^{order0-1-j}
 * _nIntervals: Number of intervals in x0 direction and x1 direction, respectively, which should be (Number of knots) - 1
 * _order: Number of coefficients in polynomial in terms of x0 and x1, respectively, which is equal to (polynomial degree) + 1
 */
public class PiecewisePolynomialResult2D {

  private final DoubleArray _knots0;
  private final DoubleArray _knots1;
  private final DoubleMatrix[][] _coefMatrix;
  private final int[] _nIntervals;
  private final int[] _order;

  /**
   * Creates an instance.
   * @param knots0 The knots in the x0 direction
   * @param knots1 The knots in the x1 direction
   * @param coefMatrix The coefficient matrix
   * @param order The order of the polynomial
   */
  public PiecewisePolynomialResult2D(DoubleArray knots0, DoubleArray knots1, DoubleMatrix[][] coefMatrix, int[] order) {
    _knots0 = knots0;
    _knots1 = knots1;
    _coefMatrix = coefMatrix;
    _nIntervals = new int[2];
    _nIntervals[0] = knots0.size() - 1;
    _nIntervals[1] = knots1.size() - 1;
    _order = order;
  }

  /**
   * Access _knots0 and _knots1.
   * @return _knots0 and _knots1 contained in a ArrayList
   */
  public ArrayList getKnots2D() {
    ArrayList res = new ArrayList<>();
    res.add(_knots0);
    res.add(_knots1);

    return res;
  }

  /**
   * Access _knots0.
   * @return _knots0
   */
  public DoubleArray getKnots0() {
    return _knots0;
  }

  /**
   * Access _knots1.
   * @return knots1
   */
  public DoubleArray getKnots1() {
    return _knots1;
  }

  /**
   * Access _coefMatrix.
   * @return _coefMatrix
   */
  public DoubleMatrix[][] getCoefs() {
    return _coefMatrix;
  }

  /**
   * Access _nIntervals.
   * @return _nIntervals
   */
  public int[] getNumberOfIntervals() {
    return _nIntervals;
  }

  /**
   * Access _order.
   * @return _order
   */
  public int[] getOrder() {
    return _order;
  }

}